Dimensional Fund Advisors Portfolio holdings
Dimensional Fund Advisors (DFA), founded in 1981 by David Booth and Rex Sinquefield and headquartered in Austin, Texas, is an investment management firm renowned for its evidence-based, low-cost approach to investing, grounded in academic research from Nobel laureates like Eugene Fama and Kenneth French. Managing hundreds of billions in assets, DFA focuses on systematic, passive strategies that tilt toward factors like small-cap, value, and profitability stocks, primarily through mutual funds and institutional portfolios rather than retail brokerage services. The firm’s philosophy eschews market timing and stock picking, instead emphasizing diversification and efficient market exposure, often requiring investors to access its funds through approved financial advisors. With a global presence and a reputation for disciplined, data-driven investing, DFA has carved a unique niche in the industry, blending academic rigor with practical application.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
ExxonMobil
XOM
|
+$406M |
| 2 |
Warner Bros
WBD
|
+$318M |
| 3 |
Chevron
CVX
|
+$238M |
| 4 |
Tesla
TSLA
|
+$165M |
| 5 |
M&T Bank
MTB
|
+$162M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Dimensional National Municipal Bond ETF
DFNM
|
+$654M |
| 2 |
Amazon
AMZN
|
+$413M |
| 3 |
AT&T
T
|
+$354M |
| 4 |
Dimensional US High Profitability ETF
DUHP
|
+$263M |
| 5 |
CERN
Cerner Corp
CERN
|
+$212M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 16.93% |
| 2 | Technology | 15.13% |
| 3 | Industrials | 12.18% |
| 4 | Healthcare | 11.63% |
| 5 | Consumer Discretionary | 9.55% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2751
Epsilon Energy
EPSN
$173M
| $1.91M | ﹤0.01% |
323,803
+138,734
| +75% | +$943K |
|
2752
Angi Inc
ANGI
$196M
| $1.9M | ﹤0.01% |
41,574
-14,843
| -26% | -$729K |
|
2753
AMREP Corp
AXR
$119M
| $1.9M | ﹤0.01% |
169,452
+1,600
| +1% | +$19.6K |
|
2754
Unity
U
$18.9B
| $1.9M | ﹤0.01% |
51,654
+44,700
| +643% | +$2.54M |
|
2755
Goosehead Insurance
GSHD
$2.32B
| $1.9M | ﹤0.01% |
41,483
-4,611
| -10% | -$252K |
|
2756
Sutro Biopharma
STRO
$421M
| $1.9M | ﹤0.01% |
36,365
-8,331
| -19% | -$465K |
|
2757
Rayonier
RYN
$6.55B
| $1.89M | ﹤0.01% |
55,862
-1,140
| -2% | -$41.8K |
|
2758
Sabesp
SBS
$18.7B
| $1.88M | ﹤0.01% |
1,216,321
+35,936
| +3% | +$64.8K |
|
|
POLY
2759
DELISTED
Plantronics, Inc.
POLY
| $1.86M | ﹤0.01% |
46,944
-151,930
| -76% | -$6.03M |
|
2760
Eagle Bancorp Montana
EBMT
$190M
| $1.86M | ﹤0.01% |
93,461
+696
| +0.8% | +$14.1K |
|
2761
Seres Therapeutics
MCRB
$48.4M
| $1.86M | ﹤0.01% |
27,138
+3,722
| +16% | +$321K |
|
2762
The ONE Group
STKS
$53M
| $1.86M | ﹤0.01% |
252,376
+83,373
| +49% | +$761K |
|
|
BLDP
2763
Ballard Power Systems
BLDP
$790M
| $1.86M | ﹤0.01% |
295,030
+4,817
| +2% | +$38.5K |
|
2764
OP Bancorp
OPBK
$233M
| $1.85M | ﹤0.01% |
176,569
+60,646
| +52% | +$742K |
|
|
OTIC
2765
DELISTED
Otonomy, Inc.
OTIC
| $1.85M | ﹤0.01% |
889,279
+47,585
| +6% | +$99.1K |
|
2766
Frontier Group Holdings
ULCC
$1.7B
| $1.84M | ﹤0.01% |
+196,598
| New | +$1.99M |
|
|
BMTX
2767
DELISTED
BM Technologies, Inc.
BMTX
| $1.84M | ﹤0.01% |
311,968
-14,505
| -4% | -$102K |
|
|
BLUE
2768
DELISTED
bluebird bio
BLUE
| $1.83M | ﹤0.01% |
22,114
-10,362
| -32% | -$804K |
|
|
GORV
2769
DELISTED
Lazydays
GORV
| $1.83M | ﹤0.01% |
5,176
+86
| +2% | +$43.8K |
|
2770
DoorDash
DASH
$93.7B
| $1.82M | ﹤0.01% |
28,319
+19,012
| +204% | +$1.51M |
|
2771
Ponce Financial Group
PDLB
$485M
| $1.81M | ﹤0.01% |
196,282
+46,242
| +31% | +$450K |
|
2772
Red River Bancshares
RRBI
$659M
| $1.81M | ﹤0.01% |
33,506
+3,820
| +13% | +$203K |
|
2773
Wayfair
W
$14.6B
| $1.81M | ﹤0.01% |
41,534
-153,473
| -79% | -$10.8M |
|
|
HIL
2774
DELISTED
Hill International, Inc. Common Stock
HIL
| $1.81M | ﹤0.01% |
1,077,365
-147,789
| -12% | -$215K |
|
|
GOL
2775
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
| $1.8M | ﹤0.01% |
527,462
-104,326
| -17% | -$591K |
|
Similar funds
Dimensional Fund Advisors's Q2 2022 Portfolio in Review
As of Q2 2022, Dimensional Fund Advisors held 3,609 positions worth $279B, down 14% from $325B the previous quarter. Its ten largest holdings account for 10% of the portfolio.
Dimensional Fund Advisors's Q2 2022 filing shows 98 new, 1,934 increased, 1,303 reduced and 146 closed positions. Its largest new stake was ESAB: 2,060,747 shares worth $90.2M. The largest sale was Dimensional National Municipal Bond ETF, an estimated $654M.
By sector, the portfolio is most concentrated in Financials at 17% of assets, up from 17% a quarter earlier, followed by Technology and Industrials.
- Dimensional Fund Advisors's largest Q2 2022 buy was ESAB: 2,060,747 shares worth $90.2M.
- Dimensional Fund Advisors added most to ExxonMobil in Q2 2022, an estimated $406M increase.
- Dimensional Fund Advisors's biggest Q2 2022 reduction was Amazon, cutting an estimated $413M.
- Dimensional Fund Advisors fully exited Dimensional National Municipal Bond ETF in Q2 2022, selling an estimated $654M.
- Dimensional Fund Advisors's ten largest holdings make up 10% of its $279B portfolio in Q2 2022.
- Dimensional Fund Advisors opened 98 new positions and closed 146 in Q2 2022.
- Dimensional Fund Advisors's portfolio value fell 14% quarter-over-quarter to $279B.
Based on Dimensional Fund Advisors's 13F filing for Q2 2022, filed 12 Aug 2022.